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SUN

Suncorp Group Limited
Chart
18.76 AUD
Latest Week 2026-07-10
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.85
OS Score
95.0%
Value
91.0%
Quality
14.0%
Momentum
#11.00000000
TV Rank
3/9
F-Score
0.930
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
#11
◆
Quality × Value
QV 0.930
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
13.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
22.7%
💰
High Yield
Div 3.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
10.9×
P/S
1.3×
P/B
1.9×
E/P
0.1312
FCF Yield
0.121
EBITDA/EV
0.139
SH Yield
0.227
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 12.1% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.172
ROA
0.060
Net Margin
0.118
Op Margin
0.179
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.157
Earn Growth
0.523
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
8.6%
12M Return
-5.2%
12-1 Mom
-5.4%
Risk-Adj
-0.24
Vol 252d
22.3%
Vol 60d
49.7%
↑ Expanding
Max DD 12M
-33.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (50%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
96.2%
Sector Quality %ile
89.4%
P/E z-score
-0.29
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TWR Tower Limited 99.0% 98.0% 96.0% 88.0%
HLI Helia Group Limited 99.0% 96.0% 95.0% 91.0%
SVR Solvar Limited 98.0% 96.0% 97.0% 84.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 86.0% 90.0%
FSA FSA Group Limited 97.0% 85.0% 97.0% 94.0%
KSL Kina Securities Limited 97.0% 96.0% 86.0% 85.0%
PNC Pioneer Credit Limited 97.0% 88.0% 93.0% 90.0%
ANZ ANZ Group Holdings Limited 96.0% 90.0% 85.0% 89.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 16% with P/E of 11×. Growth isn't fully priced in.
Falling Knife
Weak momentum (14th) despite looking cheap (95th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 22.7% backed by 12.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.4% avg (7 factors)
Quality
C
50.3% avg (4 factors)
Momentum
D
30.2% avg (4 factors)
Risk
A
79.4% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.850—6—
Value %ile0.950—6—
Quality %ile0.910—6—
Momentum %ile0.140—6—
F-Score3.000—6—
Confidence0.420—0—
Volatility0.223—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.91
Earnings Yield (E/P)
0.1312
Price / Sales
1.29
Price / Book
1.88
FCF Yield
12.1%
EBITDA / EV
13.9%
Sales Yield (1/P·S)
0.7309
Shareholder Yield
Div + net buyback / mktcap
22.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.2%
Return on Assets
6.0%
Net Margin
11.8%
Operating Margin
17.9%
MomentumPrice trend strength over different horizons
6M Return
8.6%
12M Return
-5.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.7%
Earnings Growth (YoY)
52.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
3.5%
Buyback Yield
19.2%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
11
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity